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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Goldman Sachs BDC (GSBD) - NYSE Next Earnings Date: OS Estimate: Dec. 30, 2026 AC
OS Projected Window: Dec. 28, 2026 to Jan. 2, 2027
EVR: 1.5
Avg Daily Volume: 841,931    Market Cap: 1.0B
Sector: Financial Services    Short Interest: 5.73
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Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 5, 2026 AC 1.5 $8.80 @$10.00 $1.65
($8.80)
16.5% -4.31% I -1.81% I $8.64 $1.25
( $8.64 )
-24.24%
Aug. 6, 2026 AC 1.3 $9.09 @$10.00 $0.98
($9.09)
9.8% 8.03% I 7.26% I $9.75 $0.62
( $9.75 )
-36.73%
May 7, 2026 AC 1.2 $9.94 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 AC 1.2 $9.17 @$9.84
Nov. 6, 2025 AC 1.2 $9.74 @$9.84
Aug. 7, 2025 AC 1.2 $11.03 @$9.84
May 8, 2025 AC 1.2 $10.63 @$9.84
Feb. 27, 2025 AC 1.1 $12.84 @$12.50
Nov. 7, 2024 AC 1.1 $13.12 @$12.50
Aug. 8, 2024 AC 1.0 $14.39 @$15.00

 
 
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